> 数据图表各位网友请教一下2、中长线资金增持重点规模ETF体量及成本线测算2026-1-52、中长线资金增持重点规模ETF体量及成本线测算证 券 研 究 报 告证监会审核华创证券投资咨询业务资格批文号：证监许可（2009）1210 号4数据来源：Wind，华创证券【华创策略】中长线资金增持重点规模ETF体量及成本线测算第一轮净流向(亿元)第二轮净流向(亿元)第三轮净流向(亿元)第四轮净流向(亿元)第五轮净流向(亿元)第六轮净流向(亿元)规模ETF基准指数买入卖出2024/1/162024/2/19买入区间指数均价买入卖出2024/3/5 2024/3/14买入区间指数均价买入卖出2024/4/15 2024/4/17买入区间指数均价买入卖出2024/6/62024/10/11买入区间指数均价买入卖出2025/4/22025/4/21买入区间指数均价买入卖出2025/12/11 2026/1/5买入区间指数均价估算当前留存市值(亿元)买入成本线(买入金额加权)指数现价成本线与现价安全垫留存市值占总规模比例相关ETF总规模(亿元)2024/2/192024/3/42024/3/14 2024/3/212024/4/17 2024/4/192024/10/11 2025/3/312025/4/18 2025/12/102025/12/26 2026/1/22沪深300中证500中证1000上证50创业板指中证A500科创50中证A50上证指数中证2000科创100创业板50科创创业50中证A100国证2000深证50整体205540635728922007201266231901608415-54-5-350-120-12-51-21-1610-50327648994990227616633818732130528211949815157496231126311592714423-620-390103-1-7-603-102-35-197-8-320-11502100010356453795432243318584180809141330462084883178110833384684366043527-112151-9153100-100911-1200-10274-6-1073023-1-8011000-5353852665177242617794147742140930391901796171710233391639965862653417702320602055911681161712011101942-669-48-349-41-2971703-377-16-72-11-90-50-417-3-334284845481123811681397972013642926181575316299773281597562371327-81518230319484-132-7-924-1200-210-73-79-131-282-471-72-92165-44-132-40-16-2-137375539580826201908437999315053236233398118521121357974146732-510581161788517-1-3-120223-100-2687-254-726-489-332-277-342-6-31118-31-10-10145917221738630073174555113291781390231201395337019904456968891366088137716345461058759577278115177313295106111135976-3561968-22341158-513313334344752075210241317255551739136829191941819178610063278633666544724838883093053332959121542178541233519165334732115462310956919927%38%37%21%48%6%52%23%29%45%50%49%52%29%42%28%66%71%131%40%99%27%37%162%143%273%102%87%31%75%101%69%64%928119351246137010722827157217281653053413421511420963资料来源：Wind，华创证券，数据截至26/1/22，估算当前留存市值仅考虑第六轮净流出。风险提示：1、宏观经济复苏不及预期；2、测算为现有数据简单框算，或与实际情况有所偏差；3、历史经验不代表未来：因市场环境等因素变化，历史数据得出的经验可能在未来失效。华创证券金融地产
